Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49098.73 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41477.13 Kr¶

PnL: ---------------------------------------> -18.15 Kr¶

DD now: ---------------------------------> -7.571 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:44:42.529407'

Anic Portfolio¶

Today¶

Return: -0.415 %¶

This Week¶

Return: -0.415 %¶

Total portfolio value¶

Return including deposits: 60.737 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.150000 1669.140000 201.600000 13.740000 1467.540000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.040000 871.200000 9.000000 1.040000 862.200000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
EQT 4 0.480000 833.600000 4.000000 0.480000 829.600000
BioGaia B 8 0.340000 931.200000 3.200000 0.340000 928.000000
Byggmax Group 33 0.280000 957.000000 2.640000 0.280000 954.360000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Hexatronic Group 12 0.170000 966.240000 1.680000 0.170000 964.560000
Atrium Ljungberg B 5 0.160000 934.500000 1.500000 0.160000 933.000000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Sagax B 4 -0.190000 850.400000 -1.600000 -0.190000 852.000000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Clas Ohlson B 12 -0.250000 968.400000 -2.400000 -0.250000 970.800000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Gränges 9 -0.390000 922.500000 -3.600000 -0.390000 926.100000
Catena 2 -0.510000 785.600000 -4.000000 -0.510000 789.600000
BHG Group 97 -0.600000 1447.240000 -7.760000 -0.530000 1455.000000
Alimak Group 11 -0.950000 917.400000 -8.800000 -0.950000 926.200000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
Hexagon B 26 -0.450000 3435.900000 -15.600000 -0.450000 3451.500000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Bufab 3 -1.680000 1087.800000 -18.600000 -1.680000 1106.400000
Indutrade 5 -1.610000 1195.000000 -19.500000 -1.610000 1214.500000
Latour B 4 -2.340000 835.200000 -20.000000 -2.340000 855.200000
Addnode Group B 11 -2.400000 896.500000 -22.000000 -2.400000 918.500000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
Vitec Software Group B 2 -4.890000 1031.000000 -53.000000 -4.890000 1084.000000
VEF 909 -3.430000 1788.910000 -56.360000 -3.050000 1845.270000
TOTAL 41477.130000 -18.150000 -7.57077% 41495.280000

Updated:¶

'2023-07-03 09:44:59.597566'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶